+73.1%
BBY vs FSLY
0.0%
+73.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.5% |
| 7D | +8.1% | +3.5% | +4.6% | +7.7% |
| 30D | +8.9% | -6.4% | +15.3% | +9.0% |
| 3M | +22.0% | +10.9% | +11.2% | +19.6% |
| 6M | +37.8% | +6.7% | +31.1% | +31.4% |
| YTD | +37.3% | +111.1% | -73.8% | +17.7% |
| 1Y | +21.6% | +185.8% | -164.2% | -1.3% |
| 3Y | +41.5% | -6.6% | +48.1% | +24.8% |
| 5Y | +1.2% | -52.4% | +53.6% | -12.3% |
| All | +73.1% | 0.0% | +73.1% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling